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Identification-robust moment-based tests for Markov switching in autoregressive models - MaRDI portal

Identification-robust moment-based tests for Markov switching in autoregressive models (Q78594)

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scientific article
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Identification-robust moment-based tests for Markov switching in autoregressive models
scientific article

    Statements

    volume
    36
    0 references
    issue
    6-9
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    page(s)
    713-727
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    publication date
    25 May 2017
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    author
    Jean-Marie Dufour
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    Richard Luger
    0 references
     
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